TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.539 | Carry: | £0.316 |
|---|---|---|---|---|
| mark-to-model | £104.198 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £105.582 | Variation: | £0.564 |
| mark-to-model | £105.138 | Unexplained: | £0.116 |